On an independent and identically distributed mixture bilinear time-series model
From MaRDI portal
Publication:3077682
Recommendations
Cites work
- scientific article; zbMATH DE number 3768770 (Why is no real title available?)
- scientific article; zbMATH DE number 48093 (Why is no real title available?)
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 3591256 (Why is no real title available?)
- scientific article; zbMATH DE number 194951 (Why is no real title available?)
- scientific article; zbMATH DE number 1932861 (Why is no real title available?)
- scientific article; zbMATH DE number 842531 (Why is no real title available?)
- A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
- A class of stochastic unit-root bilinear processes: mixing properties and unit-root test
- A note on a simple Markov bilinear stochastic process
- A simple multivariate ARCH model specified by random coefficients
- An introduction to bispectral analysis and bilinear time series models
- Analysis of time series subject to changes in regime
- Analytic expressions for predictive distributions in mixture autoregressive models
- Bilinear Markovian representation and bilinear models
- Implicit renewal theory and tails of solutions of random equations
- Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching
- Mixture periodic autoregressive conditional heteroskedastic models
- Mixture periodic autoregressive time series models
- Modeling Flat Stretches, Bursts, and Outliers in Time Series Using Mixture Transition Distribution Models
- On a Mixture Autoregressive Model
- On a Mixture GARCH Time-Series Model
- On square-integrability of an AR process with Markov switching
- On stationarity and ergodicity of the bilinear model with applications to GARCH models
- On the convergence properties of the EM algorithm
- Random difference equations and renewal theory for products of random matrices
- Stability of mixtures of vector autoregressions with autoregressive conditional heteroskedastic\-ity
- Stationarity of multivariate Markov-switching ARMA models
- Statistical Inference for Probabilistic Functions of Finite State Markov Chains
- Strict stationarity of generalized autoregressive processes
- The mixing property of bilinear and generalised random coefficient autoregressive models
- The sample ACF of a simple bilinear process
- The tail of the stationary distribution of a random coefficient \(\text{AR}(q)\) model.
Cited in
(9)- Minimum distance estimation of Markov-switching bilinear processes
- Ergodicity conditions for a double mixed Poisson autoregression
- On the Markov-switching bilinear processes: stationarity, higher-order moments and \(\beta\)-mixing
- On the non-negative first-order exponential bilinear time series model
- Bernoulli difference time series models
- Parameter estimation of Markov switching bilinear model using the (EM) algorithm
- Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models
- Recursive online EM estimation of mixture autoregressions
- On an independent-switching periodic autoregressive conditional duration
This page was built for publication: On an independent and identically distributed mixture bilinear time-series model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3077682)
